-0.8%
MSFT vs CMI
+45.0%
-45.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -1.9% |
| 7D | -2.7% | -0.7% | -2.0% | -2.7% |
| 30D | +2.7% | -13.4% | +16.1% | +1.9% |
| 3M | +17.0% | -17.0% | +34.0% | +14.9% |
| 6M | +23.8% | -1.6% | +25.5% | +19.7% |
| YTD | +4.0% | +11.0% | -7.0% | +1.9% |
| 1Y | -0.8% | +41.9% | -42.7% | -1.4% |
| All | -0.8% | +45.0% | -45.8% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling